I suspect it has something to do with the way you (a) look, or (b) socially interact with people. I don't mean this in an offensive way, but if you look / sound like Donald Knuth you probably won't get a job because you're not Donald Knuth. You're just some quirky eccentric person that probably won't fit in because you can't make small talk around a water fountain or you don't have an interesting story to tell after a weekend because you probably don't actually do anything on weekends that's fun. I don't know, it could be a hundred reasons. I bet it's got absolutely nothing to do with how smart you are, what you know, or who you studied under. I mean, for starters, why not just go back to academia? Are they rejecting you too?
At some point, if you're being rejected for 1000 jobs, I think you need to have an honest talk with yourself and ask whether the problem is you or whether the problem is the job market. You're a smart guy, I'm sure you can run the math and answer that question. Best of luck!