PERF: support parallel calculation of nancorr
This is a proposal for using openmp to speedup the nancorr function (used by pd.DataFrame.corr).

If this is something that is useful, it can probably be implemented for other cython algorithms implemented in algos.pyx.

Also, the interface has to be decided on: how to choose whether to use parallelization or not, how many cpus, schedule strategy for the prange, etc.

I am not sure what the implications are for adding openmp to compilation and linkage in terms of portability.

Using 4 cpus I got ~60% speedup on a pd.DataFrame.corr (of size 20000 x 1300).