This compound has three parts: two tetrahedra, plus one smaller cube. I made it using Stella 4d: Polyhedron Navigator, which you can try for free at http://www.software3d.com/Stella.php.
This can also be called the compound of two truncated tetrahedra.
This image was created using Stella 4d, which you can try at this website.
I made this with Stella 4d, a program you can try for yourself right here.
Software used: Stella 4d, available here.
The Stella Octangula is also known as the compound of two tetrahedra, which works well because the tetrahedron is self-dual. All of these are also two-part compounds, with varying amounts of similarity to the Stella Octangula. The first one is also the 26th stellation of the triakis octahedron, one of the Catalan solids.
All of these were made using Stella 4d, which may be tried or purchased at http://www.software3d.com/Stella.php.
In the image above, which I stumbled upon using Stella 4d (available here), the tetrahedra are elongated. If they are regular, instead, the same arrangement looks very different:
Both of these versions of the stella octangula, or compound of two tetrahedra, were made with Stella 4d, software available at http://www.software3d.com/Stella.php.