      The advice that I will offer to traders who choose to implement thisstrategy is to consider offering short the negatively correlated stockbefore going long the positively correlated stock. Because of the uptickrule, it is much easier to go long than it is to get short. Keep in mind,however, that there is a varying time lag in terms  of when correlatedstocks react to news on another security. If you know that the long side ofthe spread trade is going to react quicker, then that is the "leg" to puton first.