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The discovery of gravitational waves has opened a new experimental window into the Universe. The fact that the relevant physics is often out of equilibrium offers a golden opportunity for holography, a string theory-inspired tool, to make a unique impact on cosmology and astrophysics. I will review recent progress in this direction, with a focus on the gravitational wave production in cosmological phase transitions and in neutron star mergers. If time permits I will also mention applications to cosmological singularities, baryogenesis, thermal inflation and primordial black holes. No prior knowledge of string theory or holography required.