The experimental revolution unleashed by the discovery of gravitational waves will gradually unfold over the coming decades. To maximize the discovery potential, a theoretical understanding of quantum matter out of equilibrium is essential. Addressing this regime with conventional methods is extremely challenging. Holography, a theoretical framework originating from string theory, maps this problem to the dynamics of classical gravity in five dimensions. I will discuss the insights that holography can offer into the gravitational waves produced during phase transitions in the early Universe and in neutron star mergers. These gravitational waves may provide invaluable information about physics beyond the Standard Model in the former case, and about the phase diagram of Quantum Chromodynamics in the latter.