Correlation matrix heatmap with multiple datasets that have matching columns
<p>If we have three datasets:</p>

<pre><code>X = pd.DataFrame({"t":[1,2,3,4,5],"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({"t":[1,2,3,4,5],"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]})
Z = pd.DataFrame({"t":[1,2,3,4,5],"A":[14,96,25,2,25], "B":[47,7,5,58,34], "C":[85,45,65,53,53], "D":[3,35,12,56,236], "E":[68,10,45,46,85]})
</code></pre>

<p>Where "t" is an index.</p>

<p>How could one output a correlation matrix heatmap similar to the seaborn example:
<a href="https://i.stack.imgur.com/CaQXs.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/CaQXs.png" alt="enter image description here"></a></p>

<p>Just that the axis would look something like this:</p>

<p><a href="https://i.stack.imgur.com/tnwHj.jpg" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/tnwHj.jpg" alt="http://seaborn.pydata.org/examples/network_correlations.html"></a></p>