You probably won't find good resources unless you work in a HFT firm where you can gain the inside knowledge.
372 karma · joined August 18, 2016
That first part over there blew up your whole effort. No matter how good as an engineer you are, if you don't provide any unit tests, most often it's an automatic rejection.
Also why did you put that self-criticism section anyway? You don't owe them anything nor should they owe you as well.
As a final thought when you are doing the effort to apply to work for someone else then they can reject you for pretty much anything so don't sweat it too much.
How can anyone do that without some understanding of the maths behind it? Just downloading some jupiter notebooks and running them on colab is considered good enough? You and other 100k people. I don't think so.