Two of the characteristic properties of blazars are the variability at all frequencies, and the gamma ray emission, making them the dominant component of the extragalactic gamma-ray sky. Since 2008 the Fermi satellite is providing a rather continuous gamma-ray monitoring of the brightest blazars and in the last decade, also thanks to robotic telescopes, the optical monitoring has grown substantially. In 2014 we have started a program for studying the comparative variability in optical and gamma rays of bright blazars with obvious aim of searching for correlated periodicities. The basic tool is the production of periodogram in the two bands with a technique accounting for not even sampling and the red noise. We concentrated on the southern sky because of the availability of REM and SMARTS photometry. The first target was PKS 2155-304 where high significance periodicities at T=650 d in the gamma-rays and at 1/2 T in the optical were discovered (Sandrinelli et al 2014, 2015). Among other southern sources the case of PKS 0537-441 is noticeable, T= 280 d (gamma), 1/2T (optical) (Sandrinelli et al 2016b). In the northern sky Ackermann et al (2015) with a similar significance found a periodicity of 796 d in PG 1553+113 in gamma, optical, and radio bands. We then report on the search for periodicities in quasars using CRTS and PS1. Rather convincing results were presented: T=1884 d, PG 1302-102; Graham et al 2015); T=542 d (PSO J334+1, Liu et al 2015); T=741/1500 d (SDSS 0159+01, Zheng et al 2015). The affinity of the blazar and quasar cases is still an open question, but in both classes a natural interpretation is in terms of a binary system containing two SMBH. However at least for blazars, oscillations of the relativistic jet should also be explored