Alumninum responds well to wheel buffing if you have a wheel available, polish in steps through 2000 on the lathe then buff first with green HF stuff on a stitched wheel followed by plain old Turtle Wax (white) polishing compound on a loose muslin wheel. (you could also do the entire polish using different compounds if you have enough wheels and don't mind changing them).
Sisal wheels are nice for heavy cutting to remove scratches, but they are hard and you have to be pretty careful with the touch or you'll end up grinding instead of polishing.
You can also do the same on the lathe, but not quite as efficiently, using those compounds and a piece of paper towel by rubbing the bar gently across the turning piece then using the towel and moderately heavy pressure to polish it off. High speeds seem to work best with aluminum and heat buildup isn't the worry it would be with plastic or wood.
I finish coat the aluminum with Renaissance wax on a somewhat warmed up aluminum (hot water faucet warm) had have had it stay bright and shiny for a long time without going dull, but I work mostly with brass when I'm using metal for something (same procedure just a bit slower). I imagine any coating that will stick and is durable, shiny, and clear would work, CA included but I've never tried it on aluminum.
(FWIW, I coat everything with Renaissance wax from my guns and knives to polycarbonate headlight lenses. I love that stuff - it's expensive but a little goes a long way and it really works well)