Move out and stay away from him.  He sounds like trouble and BAD NEWS.  Find somewhere else to leave and maybe even ask him what his deal is. Are you sure he moved in to be closer to you or to follow you?  Maybe he just needed a place to live and he had an option close by you.

If you are 100% certain he is stalking you then get away from him.  Don't let this situation become any more unhealthy that it already has.  Make him know that you do not want to be with him and it will never happen and then get away.  

 Good luck and be safe!