title: How to calculate Spearman's rank correlation between two datasets
body: <p>If we have:</p>
  
  <pre><code>X = pd.DataFrame({"A":[34,12,78,84,26], "B":[54,87,35,25,82], "C":[56,78,0,14,13], "D":[0,23,72,56,14], "E":[78,12,31,0,34]})
  Y = pd.DataFrame({"A":[45,24,65,65,65], "B":[45,87,65,52,12], "C":[98,52,32,32,12], "D":[0,23,1,365,53], "E":[24,12,65,3,65]})
  </code></pre>
  
  <p>How do we calculate <strong>Spearman's Rank Correlation</strong> between the two datasets (but not within each dataset), so that in the end we have a 5x5 matrix? 
  Like this:</p>
  
  <pre><code>    A  B  C  D  E
  A   .  .  .  .  .
  B   .  .  .  .  .
  C   .  .  .  .  .
  D   .  .  .  .  .
  E   .  .  .  .  .
  </code></pre>