title: Why does corrcoef return a matrix?
body: <p>It seems strange to me that np.corrcoef returns a matrix.</p>
  
  <pre><code> correlation1 = corrcoef(Strategy1Returns,Strategy2Returns)
  
  [[ 1.         -0.99598935]
   [-0.99598935  1.        ]]
  </code></pre>
  
  <p>Does anyone know why this is the case and whether it is possible to return just one value in the classical sense?</p>