import pandas as pd
import numpy as np
X = np.random.rand(100, 3)
X[:,0] = X[:,0] + X[:,1] #make column 1 and 2 a bit correlated
df = pd.DataFrame(X)
df.corr()
0 1 2
0 1.000000 0.615160 -0.036914
1 0.615160 1.000000 -0.067959
2 -0.036914 -0.067959 1.000000