When I run this code, np.corr.coef returns NaN. Does anyone know why? I don't have this issue with other securities.
Pull the pricing data for our ETFs
start = '2010-01-01'
end = '2016-01-01'
XLY = get_pricing('XLY', fields='price', start_date=start, end_date=end) #consumer discretionary
XLF = get_pricing('XLF', fields='price', start_date=start, end_date=end) #financials
plt.scatter(XLY,XLF)
plt.xlabel('XLY')
plt.ylabel('XLF')
plt.title('ETF prices from ' + start + ' to ' + end)
print "Correlation coefficients"
print "XLY and XLF: ", np.corrcoef(XLY,XLF)
