pandas correlation matrix between each pair groupby item
I have a csv file like this: date,sym,close 2014.01.01,A,10 2014.01.02,A,11 2014.01.03,A,12 2014.01.04,A,13 2014.01.01,B,20 2014.01.02,B,22 2014.01.03,B,23 2014.01.01,C,33 2014.01.02,C,32 2014.01.03,C,31 Then, I get a dateframe named df via read_csv function import numpy as np import pandas as pd df=pd.read_csv('daily.csv',index_col=[0]) groups=df.groupby('sym')[['close']].apply(lambda x:func(x['close'].values)) The groups look like this: sym A [nan,1.00,2.00,...] B [nan,1.00,2.00,...] C [nan,1.00,2.00,...] How to calculate the correlation between each pair of sym? AA,AB,AC,BB,BA,BC,CA,CB,CC