Slide your weight up the line and attach your leader with a swivel

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After tying your hook to your leader, slide your weight up the line and tie it off with a swivel and then attach your leader to the other end of the swivel. A lot of people will use a bead to protect their knot from the weight.

Pro tip: Keep in mind that tungsten will often break glass beads which can cut your line. There are more durable beads on the market now that work a lot better with tungsten.