At work (PoCo) we don't use anti-oxidant with our connections.
But there is conductive grease inside all of the crimp lugs we use.
Our connection system is in two parts:
  • rough up the aluminium strands with a clean wire brush.
  • Shove it in the crimp lug and turn it a couple of times, then crimp it.

I've never had an aluminium crimp fail yet and in case you were wondering, the grease does not contain anti-oxidant.