DAX is Microsoft’s new(ish) language which allows you to return results from data stored using the xVelocity database engine, which, unlike for most databases, stores data in columns rather than rows. You can program in DAX within Power BI (Microsoft’s flagship BI tool), PowerPivot (an Excel add-in which allows you to create pivot tables based on multiple tables) and Analysis Services Tabular Model (the successor to SSAS Multi-Dimensional, which allows you to share data models and implement security).