La Rata is not full of shit (for once), that is the best way. Another method I've used is stainless steel worm drive hose clamps. Just stick the conductor under the clamp and tighten it down.
If you can find them in the correct size, you can also use these things. Put a ring terminal on the conductors, then attach that to the screw (stainless steel is best) that tightens the clamp.
The advantage to the last two methods is that they allow for feed point adjustment when it's needed.
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